Perturbation Theory for the Singular Value Decomposition

TitlePerturbation Theory for the Singular Value Decomposition
Publication TypeReports
Year of Publication1998
AuthorsStewart G.W
Date Published1998/10/15/
InstitutionInstititue for Advanced Computer Studies, Univ of Maryland, College Park
KeywordsTechnical Report

The singular value decomposition has a number of applications in digitalsignal processing. However, the the decomposition must be computed from a
matrix consisting of both signal and noise. It is therefore important to
be able to assess the effects of the noise on the singular values and
singular vectors\,---\,a problem in classical perturbation theory. In
this paper we survey the perturbation theory of the singular value
(Also cross-referenced as UMIACS-TR-90-124)
Appeared in SVD and Signal Processing, II, R. J. Vacarro ed.,
Elsevier, Amsterdam, 1991.